Opus Genetics Stock Volatility

IRD Stock

5.03 0.19 3.93%

Opus Genetics exhibits an elevated volatility profile over the current measurement period. The current Sharpe Ratio (Efficiency) for Opus Genetics is 0.29, indicating measured return efficiency over the last 3 months. Current risk dynamics are supported by 28 technical indicators.

Sharpe Ratio = 0.2904

High Returns	Best Equity
Good Returns
Average Returns			IRD
Small Returns
Cash	Small Risk	Average Risk	High Risk	Huge Risk
Negative Returns

Opus Genetics reported a Market Risk Adjusted Performance of 66.1%, a Risk of 5.35, and a Risk Adjusted Performance of 0.2%. At about 23% of its historical trend bandwidth, Opus Genetics is operating within prior boundaries. Its impact depends on correlation and volatility interaction.

Key indicators related to Opus Genetics' volatility include:

90 Days Market Risk

Elevated

Chance Of Distress

Average

90 Days Economic Sensitivity

Barely shadows the market

Managing volatility risk for Opus Genetics positions requires understanding whether Opus Genetics' elevated volatility is driven by fundamental changes or temporary market sentiment. Fundamental-driven volatility for Opus Genetics tends to persist longer than sentiment-driven spikes.

Build AI portfolio with Opus Stock

Volatility Strategy

Opus Genetics return swings may impact long-term portfolio variance. Current statistical measures show total volatility near 5.35% with a beta coefficient of 0.0201, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.29, evaluates return per unit of total risk. An alpha value of 1.33 reflects performance relative to systematic market exposure. Expected return estimates near 1.55% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Equity volatility may reflect changes in growth expectations.

Main indicators related to Opus Genetics' market risk premium analysis include:

Beta

0.0201

Alpha

1.33

Risk

5.35

Sharpe Ratio

0.29

Expected Return

1.55

Moving together with Opus Stock

0.87	ELTX	Elicio Therapeutics Upward Rally	Pair Corr
0.72	AZN	AstraZeneca PLC	Pair Corr
0.85	JNJ	Johnson Johnson	Pair Corr
0.71	MRK	Merck Company	Pair Corr
0.82	NVS	Novartis AG ADR	Pair Corr
0.79	PFE	Pfizer Inc	Pair Corr
0.96	KOP	Koppers Holdings	Pair Corr
0.88	AXTI	AXT Inc Trending	Pair Corr
0.76	ENBFF	Enbridge	Pair Corr
0.68	HLIO	Helios Technologies	Pair Corr
0.68	AIQUY	Air Liquide SA	Pair Corr
0.74	TRV	The Travelers Companies	Pair Corr
0.74	CAT	Caterpillar	Pair Corr

Moving against Opus Stock

0.91	PBCRY	Bank Central Asia	Pair Corr
0.83	PBCRF	PT Bank Central	Pair Corr
0.78	BHC	Bausch Health Companies	Pair Corr
0.72	NVO	Novo Nordisk AS Sell-off Trend	Pair Corr
0.69	SNY	Sanofi ADR Sell-off Trend	Pair Corr
0.65	TLK	Telkom Indonesia Tbk	Pair Corr
0.35	TLKMF	Telkom Indonesia Tbk	Pair Corr
0.33	PTBRY	Bank Negara Indonesia Normal Trading	Pair Corr

Sensitivity To Market

Opus Genetics'Opus Genetics demonstrates a beta of 0.0201, indicating market-linked volatility exposure. Regression slope interpretation supports this systematic risk estimate. Total volatility measures approximately 5.35%.Opus Genetics volatility can be described using downside deviation (4.6%), which captures negative-return intensity over the selected horizon. Options markets imply a forward-looking volatility estimate near 327.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. Equity volatility often increases when trading volume rises and spreads widen in fast markets.

Check current 90 days Opus Genetics correlation with market (Dow Jones Industrial)

1.33

0.02

Competition

3 Months Beta |Analyze Opus Genetics Demand Trend

Check current 90 days Opus Genetics correlation with market (Dow Jones Industrial)

Downside Risk

Opus standard deviation quantifies the magnitude of daily price swings relative to the average over the selected period. More volatile instruments exhibit higher standard deviations. This measure counts all price dispersion as risk, including returns above the mean.

Standard Deviation

5.35

Standard deviation of Opus Genetics captures both favorable and adverse price swings. Downside deviation and semi-deviation focus exclusively on the adverse side of Opus Genetics' return distribution. Opus Genetics reported a Downside Deviation of 4.60, a Downside Variance of 21.12, and a Maximum Drawdown of 22.40.

Using Opus Put Option to Manage Risk Based on 2026-05-15 Contracts

Opus Genetics reported an Option Implied Volatility of 3.27 and an Option Max Pain Price of -1. A put option on Opus Genetics functions as an insurance policy for investors holding Opus Genetics' shares. It grants the holder the right to sell Opus Stock at the strike price before the expiration date.

Opus Genetics' PUT expiring on 2026-05-15

Profit

Opus Genetics Price At Expiration

Current Opus Genetics Insurance Chain

		Delta	Gamma	Open Int	Expiration	Current Spread	Last Price
Put	IRD260515P00002500	-0.107583	0.023049	4	2026-05-15	0.0 - 1.05	0.0	View

View All Opus Genetics Options

Stock Volatility Analysis

Volatility is a core concept when evaluating Opus Genetics as part of a diversified portfolio. The stock's historical price swings give investors a sense of how much risk Opus Genetics' adds. Combining Opus Genetics with lower-volatility assets can reduce overall portfolio risk.

Transformation

The output start index for this execution was zero with a total number of output elements of sixty-one. Opus Genetics Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.

Opus Genetics Projected Return Density Against Market

Considering the 90-day investment horizon Opus Genetics has a beta of 0.0201 . This usually indicates as returns on the market go up, Opus Genetics's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Opus Genetics is expected to be smaller as well.

Market risk ties Opus Genetics to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. Opus Genetics reported a Downside Deviation of 4.60, a Mean Deviation of 4.21, and an Option Implied Volatility of 3.27.

Opus Genetics has an alpha of 1.3301, implying that it can generate a 1.3301 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).

Predicted Return Density

Returns

Opus Genetics' volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how opus stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives an Opus Genetics Price Volatility?

Several factors can influence a stock's market volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Stock Risk Measures

Considering the 90-day investment horizon the coefficient of variation of Opus Genetics is 344.39. The daily returns are distributed with a variance of 28.67 and standard deviation of 5.35. The mean deviation of Opus Genetics is currently at 4.13. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8

α	Alpha over Dow Jones	1.33	Details
β	Beta against Dow Jones	0.02	Details
σ	Overall volatility	5.35	Details
Ir	Information ratio	0.25	Details

Stock Return Volatility

Opus Genetics historical daily return volatility represents how much of Opus Genetics stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm has volatility of 5.3545% on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial accepts 0.792% volatility on return distribution over a 90-day horizon.

Performance

Timeline

Related Correlations Analysis

	ABOS	SEER	AGEN	INO	VTGN	HURA	ALEC	CGTX	TIL	MCRB
ABOS		-0.11	-0.54	-0.15	-0.3	0.67	0.7	-0.76	-0.15	-0.79	ABOS
SEER	-0.11		0.03	-0.22	-0.19	0.05	0.27	-0.14	-0.26	-0.31	SEER
AGEN	-0.54	0.03		0.3	0.51	-0.06	-0.38	0.71	0.2	0.48	AGEN
INO	-0.15	-0.22	0.3		0.55	0.09	-0.61	0.48	0.76	0.22	INO
VTGN	-0.3	-0.19	0.51	0.55		0.09	-0.56	0.63	0.47	0.41	VTGN
HURA	0.67	0.05	-0.06	0.09	0.09		0.45	-0.34	0.15	-0.7	HURA
ALEC	0.7	0.27	-0.38	-0.61	-0.56	0.45		-0.79	-0.61	-0.73	ALEC
CGTX	-0.76	-0.14	0.71	0.48	0.63	-0.34	-0.79		0.46	0.79	CGTX
TIL	-0.15	-0.26	0.2	0.76	0.47	0.15	-0.61	0.46		0.14	TIL
MCRB	-0.79	-0.31	0.48	0.22	0.41	-0.7	-0.73	0.79	0.14		MCRB
	ABOS	SEER	AGEN	INO	VTGN	HURA	ALEC	CGTX	TIL	MCRB

Please upgrade your account to get full access to Macroaxis premium features

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

MCRB	+ 0.79	CGTX
TIL	+ 0.76	INO
CGTX	+ 0.71	AGEN
ALEC	+ 0.7	ABOS
HURA	+ 0.67	ABOS
CGTX	+ 0.63	VTGN

High negative correlations

CGTX	- 0.79	ALEC
MCRB	- 0.79	ABOS
CGTX	- 0.76	ABOS
MCRB	- 0.73	ALEC
MCRB	- 0.7	HURA
TIL	- 0.61	ALEC

Risk-Adjusted Indicators

There is a big difference between Opus Stock performing well and Opus Genetics Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Opus Genetics' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
ABOS	3.85	0.93	0.25	-12.12	3.22	-4.70	9.18	-6.53	38.93
SEER	1.94	0.04	0.02	0.01	3.22	-2.39	4.05	-3.26	25.22
AGEN	3.67	-0.21	0.00	-0.20	0.00	0.00	6.98	-8.75	30.06
INO	3.20	-0.22	0.00	-0.66	0.00	0.00	5.23	-5.92	36.52
VTGN	4.97	-1.55	0.00	-1.41	0.00	0.00	6.06	-9.59	87.87
HURA	7.23	0.84	0.08	0.17	8.11	-12.03	20.00	-11.97	75.53
ALEC	3.25	1.08	0.28	0.41	2.92	-4.19	8.68	-5.08	21.36
CGTX	3.61	-0.61	0.00	-0.43	0.00	0.00	6.00	-6.25	20.99
TIL	3.00	0.00	0.00	-0.04	0.00	0.00	6.98	-3.78	54.86
MCRB	3.31	-0.72	0.00	-0.37	0.00	0.00	4.80	-5.64	46.80

Risk Metrics, Assumptions & Methodology

Volatility for Opus Genetics measures return dispersion and uncertainty over time. Uncertainty impacts position sizing assumptions in portfolio models. Opus Genetics has a market cap of 333.79 M, ROE of -2.42%.

Macroaxis compiles Opus Genetics metrics from periodic company reporting and market reference feeds and applies consistent transformation rules before display. Analyst inputs may be included when coverage is available. Not all fields update in real time. Volatility and downside metrics are estimated from historical return dispersion.

This content is curated and reviewed by:

Michael Smolkin - Member of Macroaxis Board of Directors

Opus Genetics Investment Opportunity

Measured over the selected horizon, Opus Genetics carries roughly 6.77 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Opus Genetics to enhance the returns of your portfolios. This move summary looks at how the current session may translate into a basic near-term setup. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. an unexpected upward trend. Watch out for market signals. Check odds of Opus Genetics to be traded at 6.04 in 90 days.

Very good diversification

Across the chosen horizon, IRD and DJI show a correlation of -0.25 and fall into the Very good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

View Details

Opus Genetics Additional Risk Indicators

Risk analysis around Opus Genetics becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.

	Risk Adjusted Performance	0.2054
	Market Risk Adjusted Performance	66.14
	Mean Deviation	4.21
	Semi Deviation	3.88
	Downside Deviation	4.6
	Coefficient Of Variation	403.83
	Standard Deviation	5.41

Opus Genetics Suggested Diversification Pairs

Pair trading with Opus Genetics can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.

	Alphabet vs. Opus Genetics
	Dupont De vs. Opus Genetics
	Citigroup vs. Opus Genetics
	Microsoft vs. Opus Genetics
	Salesforce vs. Opus Genetics
	Walker Dunlop vs. Opus Genetics
	GM vs. Opus Genetics

The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Opus Genetics as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Opus Genetics' systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Opus Genetics' unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Opus Genetics.

Popular Tools for Opus Stock analysis

	Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments
	Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios
	Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format
	Stocks Directory Find actively traded stocks across global markets
	Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
	Commodity Channel Use Commodity Channel Index to analyze current equity momentum
	Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm
	FinTech Suite Use AI to screen and filter profitable investment opportunities
	Global Correlations Find global opportunities by holding instruments from different markets

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC